TTR v0.23-6
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Technical Trading Rules
Functions and data to construct technical trading rules with R.
Functions in TTR
| Name | Description | |
| SNR | Signal to Noise Ratio | |
| rollSFM | Analysis of Running/Rolling/Moving Windows | |
| aroon | Aroon | |
| BBands | Bollinger Bands | |
| OBV | On Balance Volume (OBV) | |
| runSum | Analysis of Running/Rolling/Moving Windows | |
| SMA | Moving Averages | |
| TRIX | Triple Smoothed Exponential Oscillator | |
| TTR | Functions to create Technical Trading Rules (TTR) | |
| TDI | Trend Detection Index | |
| GMMA | Guppy Multiple Moving Averages | |
| SAR | Parabolic Stop-and-Reverse | |
| adjRatios | Split and dividend adjustment ratios | |
| RSI | Relative Strength Index | |
| ROC | Rate of Change / Momentum | |
| ZigZag | Zig Zag | |
| PBands | Construct (optionally further smoothed and centered ) volatility bands around prices | |
| stoch | Stochastic Oscillator / Stochastic Momentum Index | |
| runPercentRank | Percent Rank over a Moving Window | |
| KST | Know Sure Thing | |
| lags | Miscellaneous Tools | |
| ttrc | Technical Trading Rule Composite data | |
| ultimateOscillator | The Ultimate Oscillator | |
| VHF | Vertical Horizontal Filter | |
| DVI | DV Intermediate Oscillator | |
| MFI | Money Flow Index | |
| stockSymbols | Fetch Internet Data | |
| MACD | MACD Oscillator | |
| chaikinAD | Chaikin Accumulation / Distribution | |
| WPR | William's %R | |
| chaikinVolatility | Chaikin Volatility | |
| volatility | Volatility | |
| williamsAD | Williams Accumulation / Distribution | |
| CCI | Commodity Channel Index | |
| CLV | Close Location Value | |
| DonchianChannel | Donchian Channel | |
| EMV | Arms' Ease of Movement Value | |
| CMF | Chaikin Money Flow | |
| ADX | Welles Wilder's Directional Movement Index | |
| CMO | Chande Momentum Oscillator | |
| ATR | True Range / Average True Range | |
| DPO | De-Trended Price Oscillator | |
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Details
| Type | Package |
| LinkingTo | xts |
| License | GPL (>= 2) |
| URL | https://github.com/joshuaulrich/TTR |
| BugReports | https://github.com/joshuaulrich/TTR/issues |
| NeedsCompilation | yes |
| Packaged | 2019-12-15 11:49:36 UTC; josh |
| Repository | CRAN |
| Date/Publication | 2019-12-15 17:00:02 UTC |
| imports | curl , xts (>= 0.10-0) , zoo |
| enhances | quantmod |
| suggests | RUnit |
| Contributors | Joshua Ulrich |
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